What techniques are used to establish a feeling of mystery?

I might consider foreshadowing to be a literary technique used by Harper Lee quite effectively. In chapter one, Scout tells us that Jem has a broken arm. There is a sense of mystery and foreboding as to how this happened that is hinted throughout the book but never revealed until the end. There are other mysteries like Boo Radley but, like Jem's broken arm, the mystery is only hinted at until the book's conclusion.